Summary
STOXX industry neutral single and multi-factor indices aim to harvest the risk premia of several academically validated style factors - Value, Momentum, Quality, Size and Low Risk within each ICB industry. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPNLRS
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360691
Last Value
250.21
+0.31 (+0.12%)
As of CET
Week to Week Change
1.57%
52 Week Change
10.97%
Year to Date Change
6.32%
Daily Low
249.62
Daily High
250.3
52 Week Low
209.83 — 4 Oct 2023
52 Week High
250.21 — 13 May 2024
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| WOLTERS KLUWER | NL |
| DEUTSCHE BOERSE | DE |
| LONDON STOCK EXCHANGE | GB |
| NOVARTIS | CH |
| ZURICH INSURANCE GROUP | CH |
| AIR LIQUIDE | FR |
| THALES | FR |
| NESTLE | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$625.08
+2.47
1Y Return
21.39%
1Y Volatility
0.10%
STOXX® Europe 600
€521.65
+0.79
1Y Return
11.78%
1Y Volatility
0.10%
STOXX® USA 500
$403.41
+1.07
1Y Return
27.14%
1Y Volatility
0.12%
STOXX® North America 600
$484.51
-0.28
1Y Return
27.91%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$195.59
-0.10
1Y Return
11.20%
1Y Volatility
0.14%